Combining momentum, value, and quality for the Islamic...

  • Main
  • 2014 / 12
  • Combining momentum, value, and quality for the Islamic...
Pacific-Basin Finance Journal 2014 / 12

Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model

Dewandaru, Ginanjar, Masih, Rumi, Bacha, Obiyathulla Ismath, Masih, A. Mansur. M.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Pacific-Basin Finance Journal
DOI:
10.1016/j.pacfin.2014.12.006
Date:
December, 2014
File:
PDF, 1.69 MB
english, 2014
Conversion to is in progress
Conversion to is failed